On linear transformations of Wiener process

0411163 20240103182306.320060210235959.9 On linear transformations of Wiener process 9 s. cav_un_epca*02939181210-3195Tatra Mountains Mathematical Publications261 (2003)1-9Matematický ústav SAV Wiener process stochastic integral covariance cav_un_auth*0101151 Lachout Petr UTIA-B Ústav teorie informace a automatizace AV ČR, v. v. i. 12A GA201/02/0621 GA ČR cav_un_auth*0005733 CEZ:AV0Z1075907 We characterize those linear transformations of a Wiener process which result in a time-changed Wiener process. We present a complete discussion of one point transformation and a partial discussion for two point transformation. BA SI http://hdl.handle.net/11104/0131249 UTIA-B 20030150 2003 cav_un_epca*0293918 Tatra Mountains Mathematical Publications 1210-3195 Roč. 26 č. 1 2003 1 9 Matematický ústav SAV